In the compressive learning theory, instead of solving a statistical learning problem from the input data, a so-called sketch is computed from the data prior to learning. The sketch has to capture enough information to solve the problem directly from it, allowing to discard the dataset from the memory. This is useful when dealing with large datasets as the size of the sketch does not scale with the size of the database. In this paper, we reformulate the original compressive learning framework to explicitly cater for the class of semi-parametric models. The reformulation takes account of the inherent topology and structure of semi-parametric models, creating an intuitive pathway to the development of compressive learning algorithms. We apply our developed framework to both the semi-parametric models of independent component analysis and subspace clustering, demonstrating the robustness of the framework to explicitly show when a compression in complexity can be achieved.

This paper presents a semi-parametric algorithm for online learning of a robot inverse dynamics model. It combines the strength of the parametric and non-parametric modeling. The former exploits the rigid body dynamics equa- tion, while the latter exploits a suitable kernel function. We provide an extensive comparison with other methods from the literature using real data from the iCub humanoid robot. In doing so we also compare two different techniques, namely cross validation and marginal likelihood optimization, for estimating the hyperparameters of the kernel function.

In this paper, we show that the hinge loss can be interpreted as the neg-log-likelihood of a semi-parametric model of posterior probabilities. From this point of view, SVMs represent the parametric component of a semi-parametric model fitted by a maximum a posteriori estimation procedure. This connection enables to derive a mapping from SVM scores to estimated posterior probabilities. Unlike previous proposals, the suggested mapping is interval-valued, providing a set of posterior probabilities compatible with each SVM score. This framework offers a new way to adapt the SVM optimization problem to unbalanced classification, when decisions result in unequal (asymmetric) losses. Experiments show improvements over state-of-the-art procedures.

In this paper, we show that the hinge loss can be interpreted as the neg-log-likelihood of a semi-parametric model of posterior probabilities. From this point of view, SVMs represent the parametric component of a semi-parametric model fitted by a maximum a posteriori estimation procedure. This connection enables to derive a mapping from SVM scores to estimated posterior probabilities. Unlike previous proposals, the suggested mapping is interval-valued, providing a set of posterior probabilities compatible with each SVM score. This framework offers a new way to adapt the SVM optimization problem to unbalanced classification, when decisions result in unequal (asymmetric) losses. Experiments show improvements over state-of-the-art procedures.

In this paper, we show that the hinge loss can be interpreted as the neg-log-likelihood of a semi-parametric model of posterior probabilities. From this point of view, SVMs represent the parametric component of a semi-parametric model fitted by a maximum a posteriori estimation procedure. Thisconnection enables to derive a mapping from SVM scores to estimated posterior probabilities. Unlike previous proposals, the suggested mappingis interval-valued, providing a set of posterior probabilities compatible with each SVM score. This framework offers a new way to adapt the SVM optimization problem to unbalanced classification, whendecisions result in unequal (asymmetric) losses. Experiments show improvements over state-of-the-art procedures.